+8,419.6%
FIX vs CASY
+7,835.3%
+584.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.4% | -16.5% | -15.6% |
| 7D | -18.9% | +0.8% | -19.7% | -19.2% |
| 30D | -36.3% | +9.4% | -45.7% | -38.7% |
| 3M | -38.5% | -20.6% | -17.9% | -33.9% |
| 6M | -42.3% | -20.7% | -21.5% | -39.2% |
| YTD | +17.1% | +22.5% | -5.4% | +4.6% |
| 1Y | +14.4% | +29.5% | -15.1% | -0.3% |
| 3Y | +486.7% | +150.0% | +336.7% | +290.8% |
| 5Y | +1,083.7% | +248.6% | +835.2% | +585.6% |
| 10Y | +3,932.4% | +544.6% | +3,387.8% | +1,751.4% |
| All | +8,419.6% | +7,835.3% | +584.2% | +1,505.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling